+29.3%
VCIT vs DVA
+178.6%
-149.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | +0.1% | +2.2% | -2.1% | 0.0% |
| 30D | -0.8% | -2.0% | +1.3% | -0.7% |
| 3M | -0.5% | -6.3% | +5.7% | -0.5% |
| 6M | -1.4% | +19.4% | -20.8% | -1.9% |
| YTD | -0.8% | +58.5% | -59.3% | -2.1% |
| 1Y | +0.3% | +33.9% | -33.6% | -0.6% |
| 3Y | +19.2% | +88.4% | -69.2% | +16.9% |
| 5Y | +3.6% | +39.5% | -35.9% | +1.7% |
| 10Y | +29.3% | +179.5% | -150.2% | +25.6% |
| All | +29.3% | +178.6% | -149.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling